[SOLVED] Working on PC, cannot find executable on Android

[Blegh]

Update..

I went this morning to start from scratch so plug in my Micro SD to my computer and decide to test the files off the card using windows ppsspp. It had the same grey box that I see on my phone.
I took the file off the card onto my desktop and again the grey box with a ? so it, I moved the working version of the ISO onto the card and it causes the same problem again.

So the issue must be transfering it onto the card.. I'm guessing I need to do something other than copy and paste?